+649.7%
HBM vs UTHR
+1,319.1%
-669.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.2% |
| 7D | +5.5% | +3.0% | +2.5% | +4.6% |
| 30D | +3.3% | -4.3% | +7.6% | +4.6% |
| 3M | +12.7% | -8.4% | +21.0% | +15.3% |
| 6M | +28.2% | -4.2% | +32.4% | +28.9% |
| YTD | +45.3% | +4.0% | +41.3% | +41.5% |
| 1Y | +121.7% | +25.5% | +96.2% | +102.9% |
| 3Y | +523.5% | +125.1% | +398.4% | +347.1% |
| 5Y | +393.9% | +140.3% | +253.6% | +236.4% |
| 10Y | +647.9% | +322.5% | +325.4% | +295.7% |
| All | +649.7% | +1,319.1% | -669.4% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling